Curse of Strahd was created to be a modern update for the original Ravenloft module, recreating the massive dungeon that is Castle Ravenloft, as well as fleshing out the broader region of Barovia, with an adventure that takes you across the whole land. The adventure ends with a final confrontation (or likely a couple) with Strahd von Zarovich, the D&D multiverse's first vampire.
In Curse of Strahd, the eponymous Darklord has a unique stat block, though in Van Richten's Guide to Ravenloft, they simply suggest using the standard Monster Manual Vampire stat block for him (though likely the spellcaster variant version.)
In fact, one thing that is a bit surprising about Van Richten's Guide to Ravenloft is that the Darklords and other major NPCs do not have their own unique stat blocks. And some Darklords have shockingly unthreatening stats - one is a Ghost, and there's another that's a Wererat.
Given that the structure of Curse of Strahd is that you eventually confront and slay (at least for now) Strahd in order to emerge victorious (and if memory serves, escape Barovia and the Domains of Dread entirely) it might be a little shocking to see that there are Darklords here that a level 2 party could likely handle.
Given that, how are you supposed to run a campaign in these settings?
I think there are a few ways to approach it.
The first way is that the players won't necessarily know who the Darklord is. In Barovia, everyone lives in terror of Strahd, but in other domains there might be much less of a sense of who the domain is built around. So even if your villainous Darklord is a simple Cult Fanatic or Bandit Captain, you might not know to go after them until you've faced far greater dangers. The Darklord's obscurity is their shield.
The second is that a Darklord might be public, but also well-defended. Just as in any D&D game you can have important people represented by the Noble stat block, and just have them use beefier blocks to represent their personal guard, you can have a Darklord employ various monsters as guardians and bodyguards to keep the party from simply marching up and taking them out.
The third is to remember that the Dark Powers want to prolong the Darklords' torments eternally, and that means that death is no escape for a Darklord. While on the Prime Material Plane you can probably rest assured that a vampire is no longer going to trouble you once you've seen them reduced to ash by sunlight, Strahd's destruction will eventually be reversed, and, well, hope you're not in Barovia by the time he gets back. So even if your party easily takes down Saidra d'Honaire the day they arrive in Dementlieu (though she's definitely going to benefit from that second bonus) she's likely going to return not long after.
I'd recommend allowing the players to encounter the Darklord without too much difficulty, but you can either stay their hands by making them seem like a bigger threat than they are, or you can give them impossible means of escape or victory that might break the rules of the game a bit - you don't want to totally rob the players of agency, but part of the buy-in with Ravenloft is that the world is hostile, and the Dark Powers can engineer a situation to further their goals, which tend to be to keep the Darklord trapped in their self-imposed cycle of torment.
Of course, there's a fourth option, which is that a villain need not be an antagonist. Consider Hannibal Lechter in Silence of the Lambs - Hannibal is a total monster who shows zero remorse whatsoever for murdering and eating other people, but his role in the story is that of the mentor, not the antagonist. He's ultimately there to help Clarice catch the serial killer.
In a similar way, the party might be dealing with a dangerous villain that needs to be stopped, and they might be forced to turn to the domain's Darklord in order to stop it. Because I like to have cosmic horror villains as the ultimate wildcard, imagine that there's a Lesser Star Spawn Emissary going around Barovia, installing strange devices that transform the people into horrific abominations like gibbering mouthers or other aberrations. Strahd von Zarovich is the absolute tyrant of his domain, but I could imagine a cosmic outsider like the Star Spawn, or perhaps some Demon Lord, breaking the rules of Ravenloft, maybe even defying the Dark Powers themselves in order to do something that is somehow even worse.
In this case, the party might find themselves forced to align themselves with Strahd as the lesser of two evils, and the Darklord might be a willing ally, but for all the wrong reasons.
Despite its weird nature and the way it revolves around the Darklords, you can ultimately play any sort of plot or campaign within the Ravenloft setting, and especially if players think they know what to expect with a Ravenloft game, you can throw them a big curveball and have quite a bit of fun with it.
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